You'd have to buy a separate application. EndNote has been mentioned
favorably here. Not long ago I looked at the shareware and freeware
ones I could find, and none of them can do anything even a little bit
complicated.
A number of thirs party applications can be used.
If you are a non-biologist, EndNote, ProCite are the standard although very
hard to use (as they cover all disciplines).
If you are a biologist, then I would suggest CiteSmart (it is cheaper and
you don't need to interact with it to cite references directly from Medline
website).
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